CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7216 |
0.7204 |
-0.0012 |
-0.2% |
0.7175 |
High |
0.7216 |
0.7236 |
0.0020 |
0.3% |
0.7241 |
Low |
0.7188 |
0.7204 |
0.0016 |
0.2% |
0.7150 |
Close |
0.7201 |
0.7236 |
0.0035 |
0.5% |
0.7224 |
Range |
0.0028 |
0.0032 |
0.0004 |
14.3% |
0.0091 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
128 |
27 |
-101 |
-78.9% |
451 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7321 |
0.7311 |
0.7254 |
|
R3 |
0.7289 |
0.7279 |
0.7245 |
|
R2 |
0.7257 |
0.7257 |
0.7242 |
|
R1 |
0.7247 |
0.7247 |
0.7239 |
0.7252 |
PP |
0.7225 |
0.7225 |
0.7225 |
0.7228 |
S1 |
0.7215 |
0.7215 |
0.7233 |
0.7220 |
S2 |
0.7193 |
0.7193 |
0.7230 |
|
S3 |
0.7161 |
0.7183 |
0.7227 |
|
S4 |
0.7129 |
0.7151 |
0.7218 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7478 |
0.7442 |
0.7274 |
|
R3 |
0.7387 |
0.7351 |
0.7249 |
|
R2 |
0.7296 |
0.7296 |
0.7241 |
|
R1 |
0.7260 |
0.7260 |
0.7232 |
0.7278 |
PP |
0.7205 |
0.7205 |
0.7205 |
0.7214 |
S1 |
0.7169 |
0.7169 |
0.7216 |
0.7187 |
S2 |
0.7114 |
0.7114 |
0.7207 |
|
S3 |
0.7023 |
0.7078 |
0.7199 |
|
S4 |
0.6932 |
0.6987 |
0.7174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7241 |
0.7178 |
0.0063 |
0.9% |
0.0036 |
0.5% |
92% |
False |
False |
81 |
10 |
0.7246 |
0.7150 |
0.0096 |
1.3% |
0.0039 |
0.5% |
90% |
False |
False |
97 |
20 |
0.7496 |
0.7150 |
0.0346 |
4.8% |
0.0037 |
0.5% |
25% |
False |
False |
103 |
40 |
0.7637 |
0.7150 |
0.0487 |
6.7% |
0.0033 |
0.5% |
18% |
False |
False |
73 |
60 |
0.7783 |
0.7150 |
0.0633 |
8.7% |
0.0039 |
0.5% |
14% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7372 |
2.618 |
0.7320 |
1.618 |
0.7288 |
1.000 |
0.7268 |
0.618 |
0.7256 |
HIGH |
0.7236 |
0.618 |
0.7224 |
0.500 |
0.7220 |
0.382 |
0.7216 |
LOW |
0.7204 |
0.618 |
0.7184 |
1.000 |
0.7172 |
1.618 |
0.7152 |
2.618 |
0.7120 |
4.250 |
0.7068 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7231 |
0.7227 |
PP |
0.7225 |
0.7218 |
S1 |
0.7220 |
0.7210 |
|